0000894189-12-004422.txt : 20120813 0000894189-12-004422.hdr.sgml : 20120813 20120813171353 ACCESSION NUMBER: 0000894189-12-004422 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120813 DATE AS OF CHANGE: 20120813 EFFECTIVENESS DATE: 20120813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Hatteras Alternative Mutual Funds, LLC CENTRAL INDEX KEY: 0001513062 IRS NUMBER: 460473341 STATE OF INCORPORATION: NC FISCAL YEAR END: 1211 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14493 FILM NUMBER: 121028510 BUSINESS ADDRESS: STREET 1: 8540 COLONNADE CENTER DRIVE STREET 2: SUITE 401 CITY: RALEIGH STATE: NC ZIP: 27615 BUSINESS PHONE: 919-846-2324 MAIL ADDRESS: STREET 1: 8540 COLONNADE CENTER DRIVE STREET 2: SUITE 401 CITY: RALEIGH STATE: NC ZIP: 27615 13F-HR 1 hamfllc_13fhr.txt QUARTERLY HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2012 Check here if Amendment [ ]: Amendment Number: [ ] This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Hatteras Alternative Mutual Funds, LLC Address: 8540 Colonnade Center Drive, Suite 401 Raleigh, NC 27615 13F File Number: 028-14493 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Andrew P. Chica Title: Chief Compliance Officer Phone: (919) 846-2324 Signature, Place, and Date of Signing /s/ Andrew P. Chica Raleigh, NC Date: August 9, 2012 Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [X] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Name Form 13F File Number Chartwell Investment Partners, LP 028-06462 GAMCO Asset Management, Inc. 028-10894 Nicholas Investment Partners, LP 028-12426 OMT Capital Management, LLC 028-14338 TWIN Capital Management, Inc. 028-07078 I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers 2 Form 13F Information Table Entry Total: 223 Form 13F Information Table Value Total: $203,935 List of Other Included Managers: No. Name Form 13F File Number A Coe Capital Management, LLC 028-14042 B Raven Rock Capital Management, LLC
TITLE SHRS OF VALUE OR PRN PUT/ INVESTMENT OTHER NAME OF ISSUER CLASS CUSIP (x$1000) AMT SH/PRN CALL DISCRETION MANAGERS SOLE ABBOTT LABS COM 002824100 211 3,276 SH DEFINED 3,276 ACME PACKET INC COM 004764106 3 63,000 CALL DEFINED 63,000 ADVANCED NOTE MICRO 6.000% DEVICES INC 5/0 007903AL1 1,009 1,000,000 PRN DEFINED B 1,000,000 AEROFLEX HLDG CORP COM 007767106 153 25,300 SH DEFINED 25,300 ALKERMES PLC SHS G01767105 2,372 139,800 SH DEFINED 139,800 AMARIN SPONS CORP PLC ADR 023111206 918 63,453 SH DEFINED 63,453 AMC NETWORKS INC CL A 00164V103 1,124 31,625 SH DEFINED 31,625 AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,994 190,100 SH DEFINED 190,100 AMERICAN INTL GROUP INC COM 026874784 1,110 34,579 SH DEFINED 34,579 AMERICAN INTL GROUP INC COM 026874784 74 25,000 CALL DEFINED 25,000 AMERISOURCE- BERGEN CORP COM 03073E105 1,377 35,000 SH DEFINED 35,000 ANA- COM LOGIC PAR CORP $0.05 032657207 849 13,699 SH DEFINED A 13,699 ANGEION CORP COM 03462H404 88 16,100 SH DEFINED 16,100 ANIXTER INTL INC COM 035290105 235 4,425 SH DEFINED B 4,425 APPLE INC COM 037833100 5,480 9,384 SH DEFINED 9,384 APPROACH RESOURCES INC COM 03834A103 1,075 42,075 SH DEFINED 42,075 ARUBA NETWORKS INC COM 043176106 241 16,000 SH DEFINED 16,000 ASSURED GUARANTY LTD COM G0585R106 538 38,177 SH DEFINED 38,177 ATLAS COM ENERGY LP UNITS COM UNITS LP LP 04930A104 1,995 65,391 SH DEFINED 65,391 ATP OIL & GAS CORP COM 00208J108 168 52,500 PUT DEFINED B 52,500 ATRICURE INC COM 04963C209 1,830 190,401 SH DEFINED 190,401 AVERY DENNISON CORP COM 053611109 509 18,600 SH DEFINED 18,600 AVERY DENNISON CORP COM 053611109 1 12,400 CALL DEFINED 12,400 BAI- SPON DU ADR INC REP A 056752108 46 12,500 CALL DEFINED 12,500 BAR- IPTH CLAYS S&P BK PLC VIX 06740C261 245 150,000 PUT DEFINED 150,000 BEAM INC COM 073730103 368 5,881 SH DEFINED 5,881 BENCHMARK ELECTRS INC COM 08160H101 763 54,674 SH DEFINED A 54,674 BEST BUY INC COM 086516101 901 43,000 SH DEFINED 43,000 BIOMARIN NOTE PHARMACEUTICAL 1.875% INC 4/2 09061GAD3 714 350,000 PRN DEFINED B 350,000 BOB EVANS FARMS INC COM 096761101 499 12,418 SH DEFINED 12,418 BOSTON SCIENTIFIC CORP COM 101137107 1,001 176,541 SH DEFINED 176,541 B SPON- P SORED PLC ADR 055622104 392 9,662 SH DEFINED 9,662 BROOKDALE NOTE SR LIVING 2.750% INC 6/1 112463AA2 464 500,000 PRN DEFINED B 500,000 CA INC COM 12673P105 756 27,900 SH DEFINED 27,900 CADENCE DESIGN SYSTEM INC COM 127387108 176 15,974 SH DEFINED 15,974 CALPINE CORP COM 131347304 750 45,400 SH DEFINED 45,400 CAPITAL ONE FINL CORP COM 14040H105 32 34,500 PUT DEFINED 34,500 CAPITAL ONE FINL CORP COM 14040H105 1,886 34,500 SH DEFINED 34,500 CARDINAL HEALTH INC COM 14149Y108 1,659 39,500 SH DEFINED 39,500 CAREFUSION CORP COM 14170T101 1,952 76,000 SH DEFINED 76,000 CARLISLE COS INC COM 142339100 1,093 20,617 SH DEFINED A 20,617 CEDAR FAIR L P DEPOSITRY UNIT 150185106 2,556 85,290 SH DEFINED 85,290 CENTERPOINT ENERGY INC COM 15189T107 945 45,700 SH DEFINED 45,700 CHARTER COMMUNICATIONS INC D CL A 16117M305 2,044 28,836 SH DEFINED 28,836 CHESAPEAKE ENERGY CORP COM 165167107 977 52,500 SH DEFINED 52,500 CINCINNATI BELL INC COM 171871106 247 66,331 SH DEFINED 66,331 CISCO SYS INC COM 17275R102 1,288 75,000 SH DEFINED 75,000 CITIGROUP INC COM 172967424 1,192 43,500 SH DEFINED 43,500 CITI- UNIT GROUP 99/99/ INC 999 172967416 213 2,492 SH DEFINED 2,492 CITRIX SYS INC COM 177376100 590 7,033 SH DEFINED 7,033 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,231 20,519 SH DEFINED 20,519 COMMVAULT SYSTEMS INC COM 204166102 1,308 26,381 SH DEFINED 26,381 COMPUTER PROGRAMS & SYS INC COM 205306103 1,441 25,181 SH DEFINED A 25,181 COMSTOCK RES INC COM 205768203 1,059 64,495 SH DEFINED 64,495 COMVERSE COM TECHNOLOGY PAR INC $0.10 205862402 635 109,100 SH DEFINED 109,100 CORNING INC COM 219350105 1,565 121,000 SH DEFINED 121,000 COVIDIEN PLC SHS G2554F113 1,819 34,000 SH DEFINED 34,000 CRIMSON EXPLORATION INC COM 22662K207 396 86,279 SH DEFINED 86,279 CROCS INC COM 227046109 711 44,041 SH DEFINED A 44,041CUMULUS MEDIA INC CL A 231082108 128 42,422 SH DEFINED 42,422 CYPRESS SEMICONDUCTOR CORP COM 232806109 777 58,786 SH DEFINED 58,786 DANAHER CORP DEL COM 235851102 1,624 31,175 SH DEFINED 31,175 DEN- NOTE DREON 2.875% CORP 1/1 24823QAC1 695 1,000,000 PRN DEFINED B 1,000,000 DEVON ENERGY CORP COM 25179M103 1,313 22,650 SH DEFINED 22,650 DEXCOM INC COM 252131107 1,608 124,106 SH DEFINED 124,106 DOVER CORP COM 260003108 938 17,500 SH DEFINED 17,500 DRY- NOTE SHIPS 5.000 INC. 12/0 262498AB4 428 588,000 PRN DEFINED 588,000 E TRADE FINANCIAL CORP COM 269246401 1,130 140,500 SH DEFINED 140,500 EDWARDS LIFESCIENCES CORP COM 28176E108 2 20,000 PUT DEFINED 20,000 ELECTRO RENT CORP COM 285218103 590 36,337 SH DEFINED 36,337 ELECTRONIC ARTS INC COM 285512109 902 73,000 SH DEFINED 73,000 ENDOCYTE INC COM 29269A102 421 51,200 SH DEFINED 51,200 ENERGY PARTNERS LTD COM 29270U303 387 22,907 SH DEFINED 22,907 EQUINIX INC COM 29444U502 1,235 7,033 SH DEFINED 7,033 EXAR CORP COM 300645108 469 57,516 SH DEFINED 57,516 EXELIS INC COM 30162A108 779 79,000 SH DEFINED 79,000 EXXON MOBIL CORP COM 30231G102 2,576 30,100 SH DEFINED 30,100 F5 NETWORKS INC COM 315616102 497 4,990 SH DEFINED 4,990 FACEBOOK INC CL A 30303M102 204 47,500 CALL DEFINED 47,500 FACEBOOK INC CL A 30303M102 392 12,585 SH DEFINED 12,585 FEDERAL MOGUL CORP COM 313549404 1,096 99,625 SH DEFINED 99,625 FINISH LINE INC CL A 317923100 552 26,400 SH DEFINED 26,400 FISHER COMMUNICATIONS INC COM 337756209 1,297 43,379 SH DEFINED 43,379 FORD COM MTR CO PAR DEL $0.01 345370860 1,928 201,000 SH DEFINED 201,000 FORTINET INC COM 34959E109 561 24,166 SH DEFINED 24,166 GENERAL FRNT CABLE 4.500% CORP DEL 11/1 369300AL2 487 500,000 PRN DEFINED B 500,000 GENERAL ELECTRIC CO COM 369604103 1,375 66,000 SH DEFINED 66,000 GOOGLE INC CL A 38259P508 4,095 7,059 SH DEFINED 7,059 GRAY TELEVISION INC COM 389375106 84 57,443 SH DEFINED 57,443 GREEN- NOTE BRIER 2.375% COS INC 5/1 393657AD3 197 200,000 PRN DEFINED B 200,000 HAEMONETICS CORP COM 405024100 4,250 57,344 SH DEFINED 57,344 HANESBRANDS INC COM 410345102 1,025 36,950 SH DEFINED 36,950 HECKMANN CORP COM 422680108 442 130,732 SH DEFINED 130,732 HERTZ GLOBAL HOLDINGS INC COM 42805T105 1,530 119,500 SH DEFINED 119,500 HOLLY FRONTIER CORP COM 436106108 2,027 57,222 SH DEFINED 57,222 HOLOGIC INC COM 436440101 3,821 211,800 SH DEFINED 211,800 HOME INNS & HOTELS SPON MGMT INC ADR 43713W107 1,348 59,500 SH DEFINED 59,500 HUMANA INC COM 444859102 1,690 21,820 SH DEFINED 21,820 HUNTSMAN CORP COM 447011107 1,001 77,350 SH DEFINED 77,350 IN- UNIT ERGY LTD L P PTNR 456615103 1,262 67,750 SH DEFINED 67,750 INGERSOLL- RAND PLC SHS G47791101 207 4,914 SH DEFINED 4,914 IN- NOTE SULET 3.750% CORP 6/1 45784PAC5 611 550,000 PRN DEFINED B 550,000 INTEGRATED DEVICE TECHNOLOGY COM 458118106 658 117,139 SH DEFINED 117,139 INTERDIGITAL INC COM 45867G101 375 12,701 SH DEFINED 12,701 IRIS INTL INC COM 46270W105 542 47,970 SH DEFINED 47,970 I- RUS- SHARES SELL TR 2000 464287655 188 242,500 PUT DEFINED 242,500 JABIL CIRCUIT INC COM 466313103 714 35,126 SH DEFINED A 35,126 JOURNAL COMMUNICATIONS INC CL A 481130102 165 31,912 SH DEFINED 31,912 JPMORGAN CHASE & CO COM 46625H100 30 51,000 CALL DEFINED 51,000 JUNIPER NETWORKS INC COM 48203R104 71 63,000 CALL DEFINED 63,000 K12 INC COM 48273U102 1,232 52,892 SH DEFINED 52,892 KINDER *WEXP MORGAN 05/25/ INC DEL 201 49456B119 135 62,500 SH DEFINED 62,500 KONG- SPON- ZHONG SORED CORP ADR 50047P104 329 40,982 SH DEFINED 40,982 KOPPERS HOLDINGS INC COM 50060P106 732 21,522 SH DEFINED 21,522 L-3 COMMUNICATIONS HLDGS INC COM 502424104 599 8,100 SH DEFINED 8,100 LAS VEGAS SANDS CORP COM 517834107 870 20,000 SH DEFINED 20,000 LAS VEGAS SANDS CORP COM 517834107 22 20,000 CALL DEFINED 20,000 LENDER PROCESSING SVCS INC COM 52602E102 685 27,100 SH DEFINED 27,100 LENNOX INTL INC COM 526107107 818 17,534 SH DEFINED A 17,534 LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 264 3,000 SH DEFINED 3,000 LIVE NATION ENTERTAINMENT IN COM 538034109 1,225 133,473 SH DEFINED 133,473 LORAL SPACE & COMMUNICATNS I COM 543881106 327 4,854 SH DEFINED 4,854 LYON- N DELLBASELL SHS - INDUSTRIES A - N53745100 316 7,840 SH DEFINED 7,840 MAG SILVER CORP COM 55903Q104 511 58,690 SH DEFINED 58,690 MARATHON PETE CORP COM 56585A102 1,130 25,150 SH DEFINED 25,150 MARRIOTT INTL INC CL A 571903202 800 20,409 SH DEFINED A 20,409 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 373 12,025 SH DEFINED 12,025 MARTIN MARIETTA MATLS INC COM 573284106 1,596 20,250 SH DEFINED 20,250 MASTEC INC COM 576323109 219 14,539 SH DEFINED A 14,539 MBIA INC COM 55262C100 0 37,200 PUT DEFINED 37,200 MBIA INC COM 55262C100 96 74,400 CALL DEFINED 74,400 MCKESSON CORP COM 58155Q103 1,378 14,700 SH DEFINED 14,700 MDC CL A PARTNERS SUB INC VTG 552697104 122 10,726 SH DEFINED 10,726 MEDASSETS INC COM 584045108 471 35,000 SH DEFINED 35,000 MENTOR GRAPHICS CORP COM 587200106 331 22,079 SH DEFINED A 22,079 MENTOR SDCV GRAPHICS 4.000% CORP 4/0 587200AK2 533 500,000 PRN DEFINED B 500,000 METROPOLITAN HEALTH NETWORKS COM 592142103 209 21,850 SH DEFINED 21,850 MICROSOFT CORP COM 594918104 4,674 152,800 SH DEFINED 152,800 MINDRAY SPON MEDICAL INTL LTD ADR 602675100 682 22,500 SH DEFINED 22,500 MONOLITHIC PWR SYS INC COM 609839105 781 39,307 SH DEFINED A 39,307 MORGAN STANLEY COM 617446448 1,306 89,500 SH DEFINED 89,500 MOVE INC COM 62458M207 729 80,000 SH DEFINED 80,000 NETAPP INC COM 64110D104 700 22,000 SH DEFINED 22,000 NETSCOUT SYS INC COM 64115T104 680 31,519 SH DEFINED A 31,519 NEWPORT CORP COM 651824104 284 23,621 SH DEFINED A 23,621 NEWS CORP CL A 65248E104 1,227 55,050 SH DEFINED 55,050 NEXEN INC COM 65334H102 917 54,286 SH DEFINED 54,286 NEXSTAR BROADCASTING GROUP I CL A 65336K103 105 15,648 SH DEFINED 15,648 NORTH AMERN ENERGY PARTNERS COM 656844107 159 61,565 SH DEFINED 61,565 NUANCE COMMUNICATIONS INC COM 67020Y100 977 41,024 SH DEFINED 41,024 OCH ZIFF CAP MGMT GROUP CL A 67551U105 348 45,875 SH DEFINED 45,875 ORACLE CORP COM 68389X105 95 46,000 CALL DEFINED 46,000 ORBCOMM INC COM 68555P100 225 68,900 SH DEFINED 68,900 ORTHOFIX INTL N V COM N6748L102 2,411 58,449 SH DEFINED 58,449 OSHKOSH CORP COM 688239201 867 41,400 SH DEFINED 41,400 OSI SYSTEMS INC COM 671044105 863 13,621 SH DEFINED A 13,621 OWENS ILL INC COM 690768403 3 20,000 CALL DEFINED 20,000 PACIRA PHARMACEUTICALS INC COM 695127100 212 13,200 SH DEFINED 13,200 PATTERSON COMPANIES INC COM 703395103 1,258 36,500 SH DEFINED 36,500 PDC ENERGY INC COM 69327R101 1,211 49,400 SH DEFINED 49,400 PEPSICO INC COM 713448108 230 3,258 SH DEFINED 3,258 PFIZER INC COM 717081103 355 15,456 SH DEFINED 15,456 PHILIP MORRIS INTL INC COM 718172109 540 6,191 SH DEFINED 6,191 PIONEERNAT RES CO COM 723787107 1,001 11,350 SH DEFINED 11,350 POLARIS INDS INC COM 731068102 469 6,564 SH DEFINED A 6,564 PPG INDS INC COM 693506107 697 6,572 SH DEFINED A 6,572 QEP RES INC COM 74733V100 1,251 41,750 SH DEFINED 41,750 QUALCOMM INC COM 747525103 2,219 39,853 SH DEFINED 39,853 QUALITY DISTR INC FLA COM 74756M102 506 45,653 SH DEFINED 45,653 QUANTA SVCS INC COM 74762E102 1,386 57,594 SH DEFINED A 57,594 RAYTHEON CO COM 755111507 2,479 43,800 SH DEFINED 43,800 RED HAT INC COM 756577102 1,159 20,519 SH DEFINED 20,519 REGAL BELOIT CORP COM 758750103 588 9,447 SH DEFINED A 9,447 REX ENERGY CORPORATION COM 761565100 1,222 109,000 SH DEFINED 109,000 RF MICRODEVICE INC COM 749941100 880 206,963 SH DEFINED A 206,963 ROBBINS & MYERS INC COM 770196103 783 18,712 SH DEFINED A 18,712 ROCKWOOD HLDGS INC COM 774415103 542 12,212 SH DEFINED 12,212 ROYAL DUTCH SPON SHELL PLC ADR B 780259107 2,748 39,300 SH DEFINED 39,300 ROYAL NOTE GOLD 2.875% INC 6/1 780287AA6 524 500,000 PRN DEFINED B 500,000 RTI BIOLOGICS INC COM 74975N105 1,705 453,500 SH DEFINED 453,500 SAVIENT NOTE PHARMACEUTICALS 4.750% INC 2/0 80517QAA8 163 500,000 PRN DEFINED B 500,000 SBA NOTE COMMUNICATIONS 4.000% CORP 0/0 78388JAM8 868 450,000 PRN DEFINED B 450,000 SCHOOL SDCV SPECIALTY 3.750% INC 11/3 807863AM7 749 1,000,000 PRN DEFINED B 1,000,000 SEAGATE TECHNOLOGY PLC SHS G7945M107 654 26,449 SH DEFINED 26,449 SELECT COMFORT CORP COM 81616X103 780 37,295 SH DEFINED A 37,295 SELECT SBI INT- SECTOR SPDR TR FINL 81369Y605 1,754 120,000 SH DEFINED 120,000 SILICON SPON- MOTION SORED TECHNOLOGY CO ADR 82706C108 417 29,529 SH DEFINED A 29,529 SINA CORP ORD G81477104 1,036 20,000 SH DEFINED 20,000 SIRIUS XM RADIO INC COM 82967N108 691 373,524 SH DEFINED 373,524 SIX FLAGS ENTMT CORP COM 83001A102 1,739 32,100 SH DEFINED 32,100 SKYWORKS SOLUTIONS INC COM 83088M102 240 8,754 SH DEFINED A 8,754 SOLTA MED INC COM 83438K103 949 323,800 SH DEFINED 323,800 SONIC CORP COM 835451105 898 89,604 SH DEFINED A 89,604 SOURCEFIRE INC COM 83616T108 856 16,663 SH DEFINED 16,663 SPARTAN NOTE STORES 3.375% INC 5/1 846822AE4 243 250,000 PRN DEFINED B 250,000 SPDR GOLD TRUST GOLD SHS 78463V107 367 2,368 SH DEFINED 2,368 SPDR S&P 500 ETF TR TR UNIT 78462F103 267 271,300 PUT DEFINED 271,300 SPDR S&P 500 ETF TR TR UNIT 78462F103 538 117,500 CALL DEFINED 117,500 SPECTRANETICS CORP COM 84760C107 1,438 125,940 SH DEFINED 125,940 SPIRIT AEROSYSTEMS COM HLDGS INC CL A 848574109 1,052 44,156 SH DEFINED A 44,156 STRYKER CORP COM 863667101 3,460 62,800 SH DEFINED 62,800 SUNCOR ENERGY INC COM 867224107 1,165 40,250 SH DEFINED 40,250 TERADATA CORP DEL COM 88076W103 710 9,865 SH DEFINED 9,865 TETRA TECH INC COM 88162G103 661 25,359 SH DEFINED A 25,359 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,124 79,200 SH DEFINED 79,200 TIME WARNER CABLE INC COM 88732J207 2,065 25,150 SH DEFINED 25,150 TITAN MACHY INC COM 88830R101 752 24,748 SH DEFINED A 24,748 TREX CO INC COM 89531P105 786 26,110 SH DEFINED A 26,110 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1,476 40,150 SH DEFINED 40,150 ULTRATECH INC COM 904034105 1,433 45,499 SH DEFINED A 45,499 UNITED RENTALS INC COM 911363109 876 25,736 SH DEFINED A 25,736 VEECO INSTRS INC DEL COM 922417100 313 9,118 SH DEFINED 9,118 VERIFONE SYS INC COM 92342Y109 832 25,150 SH DEFINED 25,150 VIRGIN NOTE MEDIA 6.500% INC 11/1 92769LAB7 748 500,000 PRN DEFINED B 500,000 VISION-SCIENCES INC DEL COM 927912105 62 41,400 SH DEFINED 41,400 VOLCANO CORPORATION COM 928645100 456 15,900 SH DEFINED 15,900 WABASH NATL CORP COM 929566107 896 135,377 SH DEFINED A 135,377 WAUSAU PAPER CORP COM 943315101 261 26,795 SH DEFINED 26,795 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1,668 132,100 SH DEFINED 132,100 YAHOO INC COM 984332106 146 160,000 CALL DEFINED 160,000 YAN- SHS DEX CLASS N V A N97284108 14 30,000 CALL DEFINED 30,000 YAN- SHS DEX CLASS N V A N97284108 572 30,000 SH DEFINED 30,000 ZHONGPIN INC COM 98952K107 454 49,300 SH DEFINED 49,300